JMLR
2012
11 years 7 months ago
2012
We present an algorithm for fast posterior inference in penalized high-dimensional state-space models, suitable in the case where a few measurements are taken in each time step. W...
SIGMETRICS
2008
ACM
13 years 5 months ago
2008
ACM
Advances in networking technology have enabled network engineers to use sampled data from routers to estimate network flow volumes and track them over time. However, low sampling ...
APPML
2006
13 years 5 months ago
2006
In this work we extend results from the literature on H design with pole placement constraints to the case of generalized state space models, for both continuous-time and discrete...
ISAS
2004
Springer
13 years 10 months ago
2004
Springer
Analytical and simulative modeling for dependability and performance evaluation has been proven to be a useful and versatile approach in all the phases of the system life cycle. I...
ICML
2006
IEEE
14 years 5 months ago
2006
IEEE
A family of probabilistic time series models is developed to analyze the time evolution of topics in large document collections. The approach is to use state space models on the n...